We consider the possibility of optimal choice of observation window in the problem of parameter estimation by the observations of an inhomogeneous Poisson process. A minimax lower bound is proposed… (More)

We investigate the moment estimation for an ergodic diffusion process with unknown trend coefficient. We consider nonparametric and parametric estimation. In each case, we present a lower bound for… (More)

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local onesided composite. We describe the choice of the thresholds and the… (More)

The asymptotic properties of the maximum likelihood and bayesian estimators of finite dimensional parameters of any statistical model depend strongly on the regularity conditions. It is well-known… (More)

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local onesided composite. We describe the choice of the thresholds and the… (More)